- Put warm milk into a medium-size bowl. Add yeast, stir to dissolve. Add sugar, egg, salt and oil. Add 3 cups of flour and beat well. Work in enough of remaining flour to form a soft dough. Knead for 6 to 8 minutes. Rinse and dry the bowl, then oil the surface of the dough and place in the bowl. Cover with a clean, dry dish towel, and let rise in a warm place free from drafts for about one hour, or until doubled in volume.
- Mix ham, cheese, and nuts (if desired) in medium-size bowl. Roll out dough 10' x 18'. Spread filling lengthwise in the center third of the dough; press filling together slightly. Using a sharp knife, cut each outer third of the dough (the part not covered by filling) into 5 to 7 diagonal strips, cutting from the edge of the dough to about 1' from the edge of the filling. Brush the strips lightly with water.
- Fold the dough strips over the filling, alternating left and right, being careful not to stretch the dough. Tuck in the ends of the last strips to seal. Carefully transfer loaf to a lightly greased nonstick 9' x 13' cake pan. Cover and let rise in a warm, draft-free place for 30 minutes, or until doubled in size. Brush the surface of the dough with the egg white wash.
- Bake at 400 in a preheated oven for 30 minutes, or until the top is golden brown and the temperature of the filling is about 160.